SUBSCRIBE Orderbook

UPDATE TIME

Real Time

REQUEST

<tr>
  <td>
    * \*data\*\* <span class="ws-data-type ws-small-font">array of strings</span>  <span class="ws-required-tag ws-small-font">required</span>
      Channel name in the format `orderbook:SYMBOL`. Eg. `orderbook:ETH-31MAR23-1350-C`
  </td>
</tr>

</th> </tr>
* \*op\*\* string required Operation code allowed values: `subscribe` `unsubscribe`

Example

{
    "op":"subscribe", 
    "data": ["orderbook:ETH-31MAR23-1350-C"]
}

RESPONSE

</th> </tr> </thead> <tbody> <tr> <td> * *channel** <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span> Channel name in the format orderbook:INSTRUMENT_NAME. Eg. orderbook:ETH-31MAR23-1350-C </td> </tr> <tr> <td> <span class="ws-small-font">data.</span>type <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span> Type of orderbook message. Allowed values: snapshot update </td> </tr> <tr> <td> <span class="ws-small-font">data.</span>instrument_id <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span> Instrument ID number. Eg. 12 </td> </tr> <tr> <td> <span class="ws-small-font">data.</span>instrument_name <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span> Instrument symbol. Eg. ETH-24DEC22-1250-C </td> </tr> <tr> <td> <span class="ws-small-font">data.</span>instrument_type <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span> Type of instrument. Allowed values: OPTION PERPETUAL </td> </tr> <tr> <td> <span class="ws-small-font">data.</span>bids <span class="ws-data-type ws-small-font">array of arrays</span> <span class="ws-required-tag ws-small-font">required</span> Array of 3 elements - price in USD, contract amount and order IV. Eg.[["1", "10", "0.75"]] </td> </tr> <tr> <td> <span class="ws-small-font">data.</span>asks <span class="ws-data-type ws-small-font">array of arrays</span> <span class="ws-required-tag ws-small-font">required</span> Array of 3 elements - price in USD, contract amount and order IV. Eg.[["1", "10", "0.85"]] </td> </tr> <tr> <td> <span class="ws-small-font">data.</span>last_updated <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span> Last updated timestamp in UNIX timestamp in nanoseconds. Eg. 1680249600000000000 </td> </tr> <tr> <td> <span class="ws-small-font">data.</span>checksum <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span> Payload checksum. Eg. 1321749405 </td> </tr> </tbody>

Example

{
    "channel": "orderbook:ETH-31MAR23-1350-C",
    "data": {
        "type": "update",
        "instrument_id": "165",
        "instrument_name": "ETH-31MAR23-1350-C",
        "instrument_type": "OPTION",  
        "bids": [
            [
                "1",
                "10",
                "0.75"
            ]
        ],
        "asks": [
            [
                "10",
                "1",
                "0.85"
            ]
        ],
        "last_updated": "1673436052887313432",
        "checksum": "1321749405"
    }
}

📘 Note!

Bid or ask contract amount can be 0. This indicates that the price level has been removed from the orderbook.